| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
7,927.5 |
8,025.0 |
97.5 |
1.2% |
7,874.5 |
| High |
8,039.0 |
8,049.0 |
10.0 |
0.1% |
7,964.0 |
| Low |
7,912.0 |
8,001.5 |
89.5 |
1.1% |
7,801.0 |
| Close |
7,991.5 |
8,021.0 |
29.5 |
0.4% |
7,954.5 |
| Range |
127.0 |
47.5 |
-79.5 |
-62.6% |
163.0 |
| ATR |
115.8 |
111.6 |
-4.2 |
-3.6% |
0.0 |
| Volume |
163,532 |
144,768 |
-18,764 |
-11.5% |
709,078 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,166.3 |
8,141.2 |
8,047.1 |
|
| R3 |
8,118.8 |
8,093.7 |
8,034.1 |
|
| R2 |
8,071.3 |
8,071.3 |
8,029.7 |
|
| R1 |
8,046.2 |
8,046.2 |
8,025.4 |
8,035.0 |
| PP |
8,023.8 |
8,023.8 |
8,023.8 |
8,018.3 |
| S1 |
7,998.7 |
7,998.7 |
8,016.6 |
7,987.5 |
| S2 |
7,976.3 |
7,976.3 |
8,012.3 |
|
| S3 |
7,928.8 |
7,951.2 |
8,007.9 |
|
| S4 |
7,881.3 |
7,903.7 |
7,994.9 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,395.5 |
8,338.0 |
8,044.2 |
|
| R3 |
8,232.5 |
8,175.0 |
7,999.3 |
|
| R2 |
8,069.5 |
8,069.5 |
7,984.4 |
|
| R1 |
8,012.0 |
8,012.0 |
7,969.4 |
8,040.8 |
| PP |
7,906.5 |
7,906.5 |
7,906.5 |
7,920.9 |
| S1 |
7,849.0 |
7,849.0 |
7,939.6 |
7,877.8 |
| S2 |
7,743.5 |
7,743.5 |
7,924.6 |
|
| S3 |
7,580.5 |
7,686.0 |
7,909.7 |
|
| S4 |
7,417.5 |
7,523.0 |
7,864.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,049.0 |
7,833.0 |
216.0 |
2.7% |
78.0 |
1.0% |
87% |
True |
False |
149,314 |
| 10 |
8,049.0 |
7,783.0 |
266.0 |
3.3% |
73.7 |
0.9% |
89% |
True |
False |
138,548 |
| 20 |
8,049.0 |
7,465.0 |
584.0 |
7.3% |
99.7 |
1.2% |
95% |
True |
False |
78,264 |
| 40 |
8,049.0 |
7,307.0 |
742.0 |
9.3% |
113.9 |
1.4% |
96% |
True |
False |
39,672 |
| 60 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
124.4 |
1.6% |
72% |
False |
False |
26,636 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
121.6 |
1.5% |
72% |
False |
False |
20,152 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.1 |
1.4% |
72% |
False |
False |
16,268 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
102.8 |
1.3% |
72% |
False |
False |
13,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,250.9 |
|
2.618 |
8,173.4 |
|
1.618 |
8,125.9 |
|
1.000 |
8,096.5 |
|
0.618 |
8,078.4 |
|
HIGH |
8,049.0 |
|
0.618 |
8,030.9 |
|
0.500 |
8,025.3 |
|
0.382 |
8,019.6 |
|
LOW |
8,001.5 |
|
0.618 |
7,972.1 |
|
1.000 |
7,954.0 |
|
1.618 |
7,924.6 |
|
2.618 |
7,877.1 |
|
4.250 |
7,799.6 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,025.3 |
7,994.3 |
| PP |
8,023.8 |
7,967.7 |
| S1 |
8,022.4 |
7,941.0 |
|